+18.4%
MDLZ vs RRX
+14.8%
+3.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | +1.7% | -3.7% | +5.4% | +1.8% |
| 30D | +1.1% | -9.3% | +10.4% | +1.5% |
| 3M | -1.8% | -21.8% | +19.9% | -1.4% |
| 6M | +12.3% | -22.0% | +34.3% | +12.5% |
| YTD | +18.0% | +11.9% | +6.1% | +15.5% |
| 1Y | +3.8% | +11.6% | -7.8% | +1.4% |
| 3Y | -2.4% | +2.2% | -4.6% | -4.8% |
| 5Y | +18.4% | +14.9% | +3.5% | +11.7% |
| All | +18.4% | +14.8% | +3.7% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling